A mean squared error criterion for time series data windows (Q3796593): Difference between revisions

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Revision as of 12:44, 5 March 2024

scientific article
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A mean squared error criterion for time series data windows
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    A mean squared error criterion for time series data windows (English)
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    1988
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    periodogram mean integrated squared error criterion
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    time series data windows
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    autoregressive processes
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    Tukey's cosine window
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    estimating the optimal degree of tapering
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    Monte Carlo
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